+289.8%
BAC vs USFR
+28.5%
+261.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -7.7% | +0.4% | -8.1% | -7.9% |
| 3M | -21.2% | +1.1% | -22.2% | -21.6% |
| 6M | -6.8% | +2.1% | -8.9% | -7.9% |
| YTD | -8.7% | +3.4% | -12.1% | -10.5% |
| 1Y | -5.3% | +4.1% | -9.4% | -7.5% |
| 3Y | +87.4% | +14.4% | +73.0% | +73.6% |
| 5Y | +18.9% | +21.3% | -2.4% | +6.3% |
| 10Y | +273.3% | +28.5% | +244.8% | +223.3% |
| All | +289.8% | +28.5% | +261.3% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling